| 更新時間： | 2019年9月20日 PM 7:15:34 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/07/19 | 17.280% | 28146.50 | 11.342% | 11.592% | +5.688% | 11.592% | +5.688% |
| 31/07/19 | 17.310% | 27777.75 | 11.953% | 11.620% | +5.690% | 14.388% | +2.922% |
| 01/08/19 | 16.450% | 27565.70 | 11.938% | 11.643% | +4.807% | 14.320% | +2.130% |
| 02/08/19 | 19.940% | 26918.58 | 13.948% | 12.170% | +7.770% | 14.868% | +5.072% |
| 05/08/19 | 22.270% | 26151.32 | 15.269% | 12.890% | +9.380% | 15.431% | +6.839% |
| 06/08/19 | 23.350% | 25976.24 | 14.984% | 13.618% | +9.732% | 16.191% | +7.159% |
| 07/08/19 | 21.320% | 25997.03 | 15.062% | 14.240% | +7.080% | 16.814% | +4.506% |
| 08/08/19 | 20.750% | 26120.77 | 15.254% | 14.903% | +5.847% | 17.474% | +3.276% |
| 09/08/19 | 20.750% | 25939.30 | 15.275% | 15.169% | +5.581% | 17.661% | +3.089% |
| 12/08/19 | 19.600% | 25824.72 | 15.276% | 15.170% | +4.430% | 17.288% | +2.312% |
| 13/08/19 | 23.360% | 25281.30 | 16.213% | 15.416% | +7.944% | 17.442% | +5.918% |
| 14/08/19 | 23.650% | 25302.28 | 16.372% | 15.678% | +7.972% | 17.609% | +6.041% |
| 15/08/19 | 23.570% | 25495.46 | 16.942% | 16.015% | +7.555% | 17.857% | +5.713% |
| 16/08/19 | 24.250% | 25734.22 | 17.385% | 16.437% | +7.813% | 18.193% | +6.057% |
| 19/08/19 | 22.920% | 26291.84 | 18.999% | 17.182% | +5.738% | 18.593% | +4.327% |
| 20/08/19 | 21.170% | 26231.54 | 18.970% | 17.733% | +3.437% | 19.044% | +2.126% |
| 21/08/19 | 20.940% | 26270.04 | 19.069% | 18.273% | +2.667% | 19.474% | +1.466% |
| 22/08/19 | 20.440% | 26048.72 | 19.107% | 18.706% | +1.734% | 19.781% | +0.659% |
| 23/08/19 | 20.370% | 26179.33 | 19.242% | 19.077% | +1.293% | 20.018% | +0.352% |
| 26/08/19 | 23.970% | 25680.33 | 19.663% | 19.210% | +4.760% | 19.684% | +4.286% |
| 27/08/19 | 24.050% | 25664.07 | 19.692% | 19.355% | +4.695% | 19.673% | +4.377% |
| 28/08/19 | 24.090% | 25615.48 | 19.282% | 19.397% | +4.693% | 19.557% | +4.533% |
| 29/08/19 | 23.690% | 25703.50 | 19.343% | 19.445% | +4.245% | 19.445% | +4.245% |
| 30/08/19 | 24.150% | 25724.73 | 17.921% | 19.180% | +4.970% | 19.023% | +5.127% |
| 02/09/19 | 23.890% | 25626.55 | 15.541% | 18.356% | +5.534% | 17.753% | +6.137% |
| 03/09/19 | 23.270% | 25527.85 | 15.546% | 17.527% | +5.743% | 20.982% | +2.288% |
| 04/09/19 | 21.300% | 26523.23 | 20.469% | 17.764% | +3.536% | 21.120% | +0.180% |
| 05/09/19 | 21.300% | 26515.53 | 20.214% | 17.938% | +3.362% | 21.180% | +0.120% |
| 06/09/19 | 20.290% | 26690.76 | 20.282% | 18.410% | +1.880% | 21.586% | -1.296% |
| 09/09/19 | 19.470% | 26681.40 | 20.294% | 19.361% | +0.109% | 22.224% | -2.754% |
| 10/09/19 | 18.760% | 26683.68 | 19.576% | 20.167% | -1.407% | 22.983% | -4.223% |
| 11/09/19 | 18.650% | 27159.06 | 20.071% | 20.088% | -1.438% | 22.727% | -4.077% |
| 12/09/19 | 18.340% | 27087.63 | 19.614% | 19.967% | -1.627% | 22.428% | -4.088% |
| 13/09/19 | 18.090% | 27352.69 | 19.018% | 19.715% | -1.625% | 21.982% | -3.892% |
| 16/09/19 | 18.780% | 27124.55 | 17.079% | 19.072% | -0.292% | 20.795% | -2.015% |
| 17/09/19 | 18.990% | 26790.24 | 17.743% | 18.705% | +0.285% | 20.241% | -1.251% |
| 18/09/19 | 19.050% | 26754.12 | 17.647% | 18.220% | +0.830% | 19.567% | -0.517% |
| 19/09/19 | 18.730% | 26468.95 | 18.077% | 17.913% | +0.817% | 19.090% | -0.360% |
| 20/09/19 | 18.570% | 26435.67 | 17.790% | 17.667% | +0.903% | 18.683% | -0.113% |